Daily IV Report
Pre-Market IV Report March 20, 2026
Pre-Market IV Report March 20, 2026 The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information Options with increasing option implied volatility: MESO RVMD LNG FULC […]
Pre-Market IV Report March 20, 2026
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information
Options with increasing option implied volatility: MESO RVMD LNG FULC JDST MESO PHAT JNUG DRVN CORN VET WLAC CAPR LNG NKTR BBAR GUSH GLL GDXJ SKE CNR UGL
Stocks expected to have increasing option volume: SMCI NVDA AVGO DELL ARM FDX UPS PL FLY GEMI YSS IDN MKC
Premarket mover
Super Micro Computer (SMCI) 30-day option implied volatility is at 65; compared to its 52-week range of 52 to 128. Call put ratio 2.9 calls to 1 put into share price down in premarket on export control violation.
Silver option IV
iShares Silver Trust (SLV) 30-day option implied volatility is at 59; compared to its 52-week range of 22 to 111. Call put ratio 1.2 calls to 1 put amid wide price movement.
Hecla Mining (HL) 30-day option implied volatility is at 83; compared to its 52-week range of 42 to 114. Call put ratio 1.1 calls to 1 put amid wide price movement.
Endeavour Silver (EXK) 30-day option implied volatility is at 82; compared to its 52-week range of 52 to 109. Call put ratio 1.4 calls to 1 put.
First Majestic Silver (AG) 30-day option implied volatility is at 83; compared to its 52-week range of 53 to 112. Call put ratio 2.2 calls to 1 put amid silver movement.
Silvercorp (SVM) 30-day option implied volatility is at 74; compared to its 52-week range of 39 to 95. Call put ratio 2.2 calls to 1 put amid silver movement.
Vizsla Silver (VZLA) 30-day option implied volatility is at 72; compared to its 52-week range of 23 to 98. Call put ratio 19 calls to 1 put with a focus on 5K contracts of July 6 calls amid silver movement.
Copper Miners Etf (COPX) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 75. Call put ratio 1 call to 1.7 puts.
Proshares Ultrashort Silver (ZSL) 30-day option implied volatility is at 128; compared to its 52-week range of 45 to 211. Call put ratio 6.2 calls to 1 put with a focus on March 2 calls.
Silvercorp Metals (SVM) 30-day option implied volatility is at 74; compared to its 52-week range of 39 to 95. Call put ratio 2.2 calls to 1 put.
Pan American Silver (PAAS) 30-day option implied volatility is at 70; compared to its 52-week range of 37 to 79. Call put ratio 1.5 calls to 1 put.
Purefunds Ise Junior Silver (SILJ) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 94. Call put ratio 1.7 calls to 1 put with a focus on March and March 27 options.
Silver Miners Etf (SIL) 30-day option implied volatility is at 66; compared to its 52-week range of 32 to 81. Call put ratio 1 call to 3.1 puts with a focus on March 96 and 97 calls.
Movers
Align Technology (ALGN) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 82. Call put ratio 1 call to 3.4 puts with a focus on March 165 puts as share price up 2.2%.
Chemours (CC) 30-day option implied volatility is at 74; compared to its 52-week range of 48 to 92. Call put ratio 11 calls to 1 put with a focus on March 27 weekly 20 calls.
West Pharma (WST) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 68 with a focus on 3300 contracts of May 210 puts.
Phathom Pharmaceuticals Inc. (PHAT) 30-day option implied volatility is at 150; compared to its 52-week range of 78 to 200 with a focus on 3K contracts of January 7.5 and 12.50 calls.
LKQ Corporation (LKQ) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 48 with a focus on a spreader of 5K contracts of May 22.50 and 27.5 puts.
Alliance Resource Partners (ARLP) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 50 with a focus on June 30, 32.50 and 35 calls.
Straddle prices into quarter results and outlook
GameStop (GME) March 27 weekly 23 straddle priced for a move of 8%. Call put ratio 4.4 calls to 1 put into the expected release of quarter results after the bell on March 24.
KB Home (KBH) April 50 straddle priced for a move of 11%. Call put ratio 1 call to 3.7 puts into the expected release of quarter results after the bell on March 24.
Options with decreasing option implied volatility: HIMZ UCO QURE RBRK DLO S SOCU LULU VNET M TTAN ADBE ULTA ACN BABA TMF
Increasing unusual option volume: CNQ ITW EWT BNO LKQ ARES NEXT VERA ZIM
Increasing unusual call option volume: CNQ ZIM BNO BFB TME NEXT ORBS AMPL
Increasing unusual put option volume: NEXT EWT ARES SHW EXE CAR TMO FEZ BKLN
Popular stocks with increasing option volume: MU SOFI MSTR AMD PLTR BABA NFLX RIVN INTC SMCI IREN HOOD
Active options: NVDA TSLA MU AAPL META SOFI AMZN MSTR MSFT AMD PLTR BABA NFLX RIVN INTC SMCI GOOGL IREN HOOD ONDS
Global S&P Futures mixed in premarket, Nikkei lower, DAX mixed, WTI Crude oil recently at $94, natural gas down 1%, gold at $4723
